-69.0%
AVAV vs SNY
+2.7%
-71.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.7% | -13.1% | -8.7% |
| 7D | -10.1% | +12.4% | -22.5% | -11.6% |
| 30D | -18.7% | +20.1% | -38.9% | -21.0% |
| 3M | -33.0% | +11.2% | -44.2% | -34.0% |
| 6M | -37.2% | +9.5% | -46.7% | -38.7% |
| YTD | -53.2% | +3.4% | -56.6% | -54.8% |
| 1Y | -69.0% | +2.0% | -71.0% | -70.3% |
| All | -69.0% | +2.7% | -71.7% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling